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I don’t know if there is an easier way, but here is how I’d do it:
Separate your UCX_Wolrd (in blender, in edit mode press ‘P’ → ‘by loose parts’) into single Objects named:
UCX_Wolrd_01
UCX_Wolrd_02
UCX_Wolrd_03 … and so on
There is a naming convention for different kind of collision types in the documentaion FBX Static Mesh Pipeline | Unreal Engine Documentation if you like to use them 
P.s.: you can inspect the collisions in unreal as a green outline if you open the static mesh asset and select ‘show simple collision’ from the collision button (in the top row tool icons)